The Arbitrage Fund Manager Performance Evaluation
| ARBNX Fund | USD 13.58 0.01 0.07% |
The fund shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arbitrage Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arbitrage Fund is expected to be smaller as well.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in The Arbitrage Fund are ranked lower than 4 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Arbitrage Fund is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio Date | 30th of September 2022 | |
| Expense Ratio | 1.5300 |
Arbitrage |
Arbitrage Fund Relative Risk vs. Return Landscape
If you would invest 1,348 in The Arbitrage Fund on August 14, 2024 and sell it today you would earn a total of 10.00 from holding The Arbitrage Fund or generate 0.74% return on investment over 90 days. The Arbitrage Fund is currently producing 0.0118% returns and takes up 0.2188% volatility of returns over 90 trading days. Put another way, 1% of traded mutual funds are less volatile than Arbitrage, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Arbitrage Fund Current Valuation
Fairly Valued
Today
Please note that Arbitrage Fund's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Arbitrage Fund shows a prevailing Real Value of $13.58 per share. The current price of the fund is $13.58. We determine the value of Arbitrage Fund from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will blend.
Since Arbitrage Fund is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Arbitrage Mutual Fund. However, Arbitrage Fund's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 13.58 | Real 13.58 | Hype 13.59 | Naive 13.66 |
The intrinsic value of Arbitrage Fund's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Arbitrage Fund's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of The Arbitrage Fund helps investors to forecast how Arbitrage mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Arbitrage Fund more accurately as focusing exclusively on Arbitrage Fund's fundamentals will not take into account other important factors: Arbitrage Fund Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbitrage Fund's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as The Arbitrage Fund, and traders can use it to determine the average amount a Arbitrage Fund's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0538
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ARBNX |
Estimated Market Risk
| 0.22 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average Arbitrage Fund is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Arbitrage Fund by adding it to a well-diversified portfolio.
Arbitrage Fund Fundamentals Growth
Arbitrage Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Arbitrage Fund, and Arbitrage Fund fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Arbitrage Mutual Fund performance.
| Price To Earning | 23.72 X | ||||
| Price To Book | 2.82 X | ||||
| Price To Sales | 1.57 X | ||||
| Total Asset | 1.04 B | ||||
About Arbitrage Fund Performance
Evaluating Arbitrage Fund's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Arbitrage Fund has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Arbitrage Fund has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund will invest at least 80 percent of its net assets in equity securities of companies that are involved in publicly announced mergers, takeovers, tender offers, leveraged buyouts, spin-offs, liquidations and other corporate reorganizations. Equity securities include common and preferred stock. Merger arbitrage is a highly specialized investment approach designed to profit from the successful completion of mergers, takeovers, tender offers, leveraged buyouts, spin-offs, liquidations and other corporate reorganizations.Things to note about Arbitrage Fund performance evaluation
Checking the ongoing alerts about Arbitrage Fund for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Arbitrage Fund help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund holds about 20.78% of its assets under management (AUM) in cash |
- Analyzing Arbitrage Fund's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Arbitrage Fund's stock is overvalued or undervalued compared to its peers.
- Examining Arbitrage Fund's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Arbitrage Fund's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Arbitrage Fund's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Arbitrage Fund's mutual fund. These opinions can provide insight into Arbitrage Fund's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Arbitrage Mutual Fund
Arbitrage Fund financial ratios help investors to determine whether Arbitrage Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Arbitrage with respect to the benefits of owning Arbitrage Fund security.
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